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QDAY.NEO vs. ENCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDAY.NEO vs. ENCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). The values are adjusted to include any dividend payments, if applicable.

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QDAY.NEO vs. ENCC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QDAY.NEO achieves a -13.08% return, which is significantly lower than ENCC.TO's 21.92% return.


QDAY.NEO

1D
3.19%
1M
-4.93%
YTD
-13.08%
6M
-15.85%
1Y
3Y*
5Y*
10Y*

ENCC.TO

1D
-1.79%
1M
7.40%
YTD
21.92%
6M
23.18%
1Y
30.35%
3Y*
21.01%
5Y*
27.08%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDAY.NEO vs. ENCC.TO - Expense Ratio Comparison

QDAY.NEO has a 0.85% expense ratio, which is higher than ENCC.TO's 0.76% expense ratio.


Return for Risk

QDAY.NEO vs. ENCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDAY.NEO

ENCC.TO
ENCC.TO Risk / Return Rank: 8282
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 9090
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDAY.NEO vs. ENCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton EnhancedTechnology DayMAX™ ETF (QDAY.NEO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QDAY.NEO vs. ENCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QDAY.NEOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.00

-0.31

Correlation

The correlation between QDAY.NEO and ENCC.TO is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QDAY.NEO vs. ENCC.TO - Dividend Comparison

QDAY.NEO's dividend yield for the trailing twelve months is around 5.46%, less than ENCC.TO's 10.46% yield.


TTM20252024202320222021202020192018201720162015
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
5.46%4.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
10.46%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%

Drawdowns

QDAY.NEO vs. ENCC.TO - Drawdown Comparison

The maximum QDAY.NEO drawdown since its inception was -25.46%, smaller than the maximum ENCC.TO drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for QDAY.NEO and ENCC.TO.


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Drawdown Indicators


QDAY.NEOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.46%

-89.91%

+64.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-82.16%

Current Drawdown

Current decline from peak

-23.08%

-1.87%

-21.21%

Average Drawdown

Average peak-to-trough decline

-7.89%

-40.25%

+32.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

Volatility

QDAY.NEO vs. ENCC.TO - Volatility Comparison


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Volatility by Period


QDAY.NEOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

17.36%

+5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

23.28%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.27%

29.05%

-5.78%